Ask HN: How do you deal with interviewing for multiple positions?

I’m currently in the process of applying to a few companies in search of a job. I feel like I’m doing fairly well, but I’m starting to worry about the inevitable - having to reject all of them except one.

It’s the first time I’m in a situation like this so I don’t know how to deal with this feeling of guilt or “cheating” on the company for considering other offers. How to make it not awkward for myself and the company, and how do you deal with dilemmas like this?